Browsing by Author Sarkar, Nityananda
Showing results 1 to 11 of 11
Issue Date | Title | Author(s) |
2000 | An arch in the nonlinear mean (Arch-NM) model | Das, Samarjit; Sarkar, Nityananda |
2000 | An ARCH in the nonlinear mean(ARCH-NM) model | Das, Samarjit; Sarkar, Nityananda |
2000 | Arch model with box-cox transformed dependent variable | Sarkar, Nityananda |
1985 | Box-cox transformation and the problem of heteroscedasticity | Sarkar, Nityananda |
1985 | Consistency and asymptotic normality of the ML estimator of limited dependent variable models with heteroscedasticity | Sarkar, Nityananda |
2001 | Day-of-the-week effect on stock returns in India : effect of economic reforms | Sarkar, Nityananda |
1985 | Estimation and testing in an autocorrelated linear regression model with decomposed error term: the case of two AR(1) components | Sarkar, Nityananda |
2001 | Has there been an acceleration in the growth of agriculture in west bengal : a fresh look using modern time series techniques | Mukhopadhyay, Debabrata; Sarkar, Nityananda |
Jul-1993 | On forecasting denominational requirements of currency in India | Sarkar, Nityananda; Maiti, Pradip; Coondoo, Dipankor |
1981 | On specification and statistical inference in single equation regression models | Sarkar, Nityananda |
2003 | Stability of the day of the week effect in return and in volatility at the indian capital market : a GARCH approach with proper mean specification | Bhattacharya, Kaushik; Sarkar, Nityananda; Mukhopadhyay, Debabrata |